* Should I change some specific settings on the Xbox One to use the app?
On your Xbox One, please make sure that game streaming is enabled by press the Xbox button on your controller to open the guide, select Profile & system > Settings > Devices & connections > Remote features > Xbox app preferences. After that, please check either the option of "Allow connections from any device" or the option of "Only from profiles signed in on this Xbox".
If you wish to connect to Xbox One without signing in your Xbox profile, please choose the former one.
If you wish to connect to Xbox One with your Xbox signed in, please choose the latter one (This option requires you sign in your Xbox profile on your Xbox device).